There were no sheep before humans created them. Sheep have evolved through domestication by humans. And one of the features we have deliberatly bread is a genetic disease which makes sheep unable to shead their wool when it grows too long. Not all sheep races have this disese though so in places where they do not regularly sheer their sheep they have sheep races which will shead their wool just like most other animals. There are also medicine you can give the sheep which cause them to shead their wool which can be useful in some cases.
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